EDIT Options History — June 2017

In June 2017, EDIT traded between $13.68 and $18.01. ATM implied volatility averaged 71.0%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded below realized volatility by 5.8% (HV 20d: 76.8%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.16.

Notable Days

  • 2017-06-07: Highest Volume — 4,500 contracts
  • 2017-06-12: Largest IV spike — 40.4% change
  • 2017-06-14: Highest IV Rank — 42.7%
  • 2017-06-12: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.19$13.68$18.01$13.98$16.94
Max Pain$15.11$12.50$17.50$17.50$15.00
ATM IV71.0%59.2%86.5%69.6%67.5%
Expected Move20.7%17.6%24.9%19.9%19.3%
HV 20d76.8%51.3%87.6%79.2%55.8%
HV 60d67.0%63.3%71.7%71.1%63.3%
IV Rank34.9%28.9%42.7%34.1%33.1%
IV Percentile40.3%3.6%93.7%29.7%27.0%
Term Structure-0.1%-11.2%8.8%-6.5%4.5%
VWIV72.4%63.1%85.5%68.8%67.7%
Skew 25d-0.7%-6.3%4.9%-6.2%-1.4%
Skew 10d3.1%-3.3%19.4%-1.1%2.2%
Call IV 25d74.1%61.9%88.2%75.3%70.7%
Put IV 25d73.4%62.7%89.1%69.1%69.3%
Bid-Ask Spread %50.1341.7763.4243.7858.95
Gamma HHI0.360.220.500.260.42
Net GEX102.1K9.5K164.6K13.5K149.0K
Net DEX-113.9K-3.0M3.9M3.6M-817.9K
Net VEX-32.2K-38.5K-17.7K-19.8K-33.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.232.440.362.44
Total Volume1,435.59554,5001,2981,031
Total OI16,670.68213,47418,63613,47417,221

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$13.98$17.5069.6%19.9%79.2%34.1%68.8%-6.2%-6.5%13.5K3.6M-19.8K0.3643.78N/AN/A9513478,3355,139
2017-06-02$14.25$17.5065.2%18.7%79.8%31.9%64.2%-4.7%2.1%12.3K3.5M-19.6K1.2742.22N/AN/A4205358,4685,150
2017-06-05$13.68$12.5071.3%19.6%80.3%35.0%65.9%-1.0%-0.1%9.5K3.9M-17.7K0.9042.06N/AN/A7146438,5995,283
2017-06-06$14.17$15.0075.5%19.5%81.1%37.2%66.3%4.9%1.7%12.7K3.6M-19.6K1.0445.64N/AN/A4955138,8525,337
2017-06-07$15.59$15.0073.0%23.3%87.0%35.9%85.5%-0.7%-7.5%35.8K1.7M-28.0K0.2363.42N/AN/A3,6468548,9635,377
2017-06-08$16.20$15.0076.3%23.5%87.6%37.5%83.2%-3.0%-3.5%101.2K-788.7K-36.5K0.6144.62N/AN/A1,28078311,6125,606
2017-06-09$15.67$15.0059.2%23.3%87.4%28.9%79.1%2.1%-5.2%94.7K9.1K-34.9K0.7249.69N/AN/A60343512,1345,628
2017-06-12$15.99$15.0083.1%24.9%85.6%41.0%85.2%2.6%-4.7%99.4K-114.9K-33.1K0.6054.00N/AN/A77046312,2095,658
2017-06-13$16.07$15.0085.5%23.8%84.8%42.2%84.6%-2.4%-7.0%115.6K-985.6K-35.9K1.2362.86N/AN/A50762512,4115,657
2017-06-14$15.98$15.0086.5%24.8%81.6%42.7%83.2%0.4%-11.2%116.5K-218.6K-33.7K1.2052.33N/AN/A50360512,4875,739
2017-06-15$15.68$15.0082.1%23.5%80.8%40.5%80.4%2.2%-7.8%99.5K160.1K-32.8K1.4857.21N/AN/A52878112,6675,786
2017-06-16$15.99$15.0079.8%22.9%78.8%39.3%79.6%-2.4%-4.8%95.8K125.0K-33.0K1.2845.04N/AN/A49363112,6755,961
2017-06-19$16.85$15.0068.1%19.5%80.7%33.4%70.2%-1.1%3.8%124.1K-1.8M-36.4K0.7147.73N/AN/A1,10178211,0015,340
2017-06-20$16.49$15.0063.5%18.2%80.5%31.1%63.9%-6.3%7.4%127.6K-646.7K-35.0K1.9445.66N/AN/A5311,03111,1825,588
2017-06-21$16.81$15.0061.3%17.6%80.8%30.0%63.1%4.5%8.2%123.2K-498.1K-35.1K1.8347.43N/AN/A46985711,2295,803
2017-06-22$17.51$15.0063.6%18.2%82.2%31.1%65.4%3.3%8.8%141.0K-2.1M-38.5K0.6543.16N/AN/A1,03867011,1135,827
2017-06-23$17.74$15.0066.1%19.0%80.2%32.4%65.0%3.5%3.1%147.3K-2.2M-38.1K1.0655.38N/AN/A62165911,2475,902
2017-06-26$18.01$15.0066.6%19.1%77.9%32.6%68.0%-4.3%4.4%156.6K-3.0M-38.3K1.3551.27N/AN/A49967311,3205,945
2017-06-27$17.52$15.0067.8%19.4%51.3%33.2%69.1%-1.4%3.5%153.5K-2.3M-37.9K2.1141.77N/AN/A32368011,4175,962
2017-06-28$17.90$15.0065.2%18.7%51.3%31.9%65.3%-2.7%4.4%164.6K-2.5M-36.8K1.3746.25N/AN/A48866911,4315,993
2017-06-29$17.08$15.0066.5%19.1%55.5%32.6%68.0%-1.0%3.9%152.0K-1.2M-35.2K1.0562.48N/AN/A65168311,5075,994
2017-06-30$16.94$15.0067.5%19.3%55.8%33.1%67.7%-1.4%4.5%149.0K-817.9K-33.3K2.4458.95N/AN/A30073111,2275,994